Disable Confirmation Dialogs in Finder for iCloud Drive
Solution 1:
As of macOS 10.12 Sierra, this is possible through Finder's preferences:
Show warning before removing from iCloud Drive
Solution 2:
It has not been implemented yet (as of version 10.11.2), so no. I submitted a feedback request, but the more people request it, the more likely it will be added in further versions of OS X. To request it, go to : http://www.apple.com/feedback/macosx.html